Brochure

Algorithmics Portfolio Credit Module

Delivered through Algorithmics Risk Service

Key Benefits - what we do for you:

Deliver a unified view of market and credit risk across portfolios.
Quantify integrated Value-at-Risk, including migrations and defaults.
Attribute risk to market movements, rating changes and credit events.
Enhance P&L simulation distributions with correlated market and credit scenarios.
Support informed portfolio, risk and capital allocation decisions.